There are two quite separate relational database products from Microsoft:
Confusion may arise with the current tag because SQL Server can also be hosted on an Azure Virtual Machine.
I have not created azure-vm yet, pending feedback on this proposal.
Examples of existing questions that might be tagged azure-vm:
Does installing SQL Server Database Engine and Reporting Services in Azure require two virtual machines?
SQL Server Transaction Logs in the Cloud
How to use Blob Storage as shared storage in a Windows Azure Failover Cluster?
Sql Server 2012 Disk I/O Too high
SQL Server storage limits on Azure
Replication with FileStream
Should I update to sql server 2008 sp2 before restoring the db's or do the update after?
Select values from 2 tables with same properties
How to get more information from dm_exec_query_stats